+65.0%
RA vs VT
+219.0%
-154.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.6% |
| 7D | -1.2% | +2.9% | -4.1% | -2.9% |
| 30D | +1.3% | -2.5% | +3.8% | +2.7% |
| 3M | -6.5% | -3.3% | -3.2% | -4.7% |
| 6M | -3.6% | +1.5% | -5.1% | -4.8% |
| YTD | -0.8% | +11.4% | -12.1% | -7.7% |
| 1Y | -1.1% | +11.9% | -13.0% | -8.3% |
| 3Y | +31.5% | +73.9% | -42.4% | -9.4% |
| 5Y | -3.5% | +57.9% | -61.4% | -29.8% |
| All | +65.0% | +219.0% | -154.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling